exchange                package:ismev                R Documentation

_U_K/_U_S _a_n_d _U_K/_C_a_n_a_d_a _E_x_c_h_a_n_g_e _R_a_t_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     The 'exchange' data frame has 975 rows and 2 columns. The columns
     contain daily exchange rates; UK sterling against the US dollar
     (first column) and UK sterling against the Canadian dollar (second
     column). The rownames contain the corresponding dates in a
     character string with the format '"2000/05/26"'. This can be
     converted into a 'POSIXct' or 'POSIXlt' object using 'as.POSIXct'
     or 'as.POSIXlt'.

_U_s_a_g_e:

     data(exchange)

_F_o_r_m_a_t:

     This data frame contains the following columns:

     _U_S_D._G_B_P US against UK exchange rate.

     _C_A_D._G_B_P Canada against UK exchange rate.

_S_o_u_r_c_e:

     Coles, S. G. (2001) _An Introduction to Statistical Modelling of
     Extreme Values._ London: Springer.

